Playing on Xbox here, but I was having a cigarette and decided to just hold the B button to keep my horse at a canter while I used my left hand to smoke.
Turns out your horse will automatically stay on a path, turning when needed to remain on course, even without use of the left thumbstick. Pretty cool if you ask me.
Update: This works in cities like Rattay as well.
It’s the small details like this that make me love this game.